Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 646.794243 662.465246 677.881494 694.184157 710.930127 727.625450 745.524669
2026-01-25 626.987579 650.047218 673.040015 697.685419 723.352858 749.295754 777.498917
2026-02-01 612.710487 640.885554 669.255688 699.965665 732.273406 765.257363 801.483331
2026-02-08 601.504106 633.793706 666.572525 702.346501 740.299503 779.373203 822.656189
2026-02-15 591.238648 626.966332 663.493402 703.644054 746.554660 791.058077 840.727212
2026-02-22 582.452007 621.197943 661.063924 705.167422 752.615936 802.153054 857.816717
2026-03-01 574.111134 615.513836 658.362011 706.044426 757.655661 811.867513 873.165200
2026-03-08 565.804556 609.547157 655.061115 705.986688 761.419327 819.974777 886.568708
2026-03-15 559.524834 605.526709 653.634229 707.738535 766.944487 829.820004 901.719935
2026-03-22 552.455354 600.427604 650.834329 707.798135 770.444853 837.308901 914.165625
2026-03-29 547.368597 597.323588 650.052222 709.915137 776.065330 847.008969 928.960056
2026-04-05 543.318698 595.216170 650.233464 712.971114 782.616325 857.653926 944.748166
2026-04-12 538.593302 592.257532 649.386509 714.810504 787.760138 866.709902 958.768720
2026-04-19 535.401781 590.893458 650.208264 718.417199 794.800079 877.825441 975.072559
2026-04-26 531.538220 588.675966 649.988278 720.774585 800.371689 887.252636 989.456380
2026-05-03 527.956716 586.679683 649.930345 723.235342 805.994797 896.693524 1003.836413
2026-05-10 523.784921 583.929471 648.945980 724.576485 810.290895 904.595126 1016.448776
2026-05-17 519.957907 581.485234 648.230401 726.151039 814.792317 912.687607 1029.259060
2026-05-24 515.841847 578.635182 646.985351 727.057518 818.477434 919.813670 1040.944834
2026-05-31 511.235858 575.151422 644.951673 726.997840 821.000962 925.572593 1051.035306
2026-06-07 508.035306 573.204208 644.603745 728.808577 825.620087 933.695876 1063.839141
2026-06-14 503.805099 570.014227 642.779715 728.870180 828.181194 939.424861 1073.858151
2026-06-21 501.100205 568.519332 642.843899 731.058375 833.158204 947.912966 1087.078844